+12.5%
SHAK vs FGI
-66.3%
+78.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.2% | -9.3% | -3.2% |
| 7D | +4.1% | +13.5% | -9.4% | +3.9% |
| 30D | +2.3% | +17.1% | -14.8% | +2.0% |
| 3M | -0.2% | +78.0% | -78.3% | -2.7% |
| 6M | +10.1% | +46.4% | -36.4% | +7.5% |
| YTD | -10.5% | +47.7% | -58.2% | -12.9% |
| 1Y | -22.4% | +56.8% | -79.2% | -25.0% |
| 3Y | +32.1% | +12.3% | +19.8% | +26.7% |
| All | +12.5% | -66.3% | +78.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling